+17.9%
ONDS vs CLX
-46.2%
+64.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.6% |
| 7D | -5.0% | -5.9% | +0.9% | -5.1% |
| 30D | -25.6% | -17.0% | -8.5% | -25.8% |
| 3M | -22.1% | -9.6% | -12.5% | -22.1% |
| 6M | -27.6% | -21.5% | -6.1% | -27.0% |
| YTD | -25.7% | -8.8% | -16.9% | -25.8% |
| 1Y | +30.4% | -24.7% | +55.1% | +31.3% |
| 3Y | +695.0% | -35.6% | +730.6% | +683.1% |
| 5Y | -2.2% | -37.6% | +35.5% | -4.8% |
| All | +17.9% | -46.2% | +64.0% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling